+169.7%
LYV vs TW
+206.7%
-37.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -1.9% | -4.5% | +2.6% | -0.3% |
| 30D | -8.2% | -2.3% | -5.9% | -7.6% |
| 3M | -1.3% | +2.6% | -3.9% | -3.0% |
| 6M | +2.6% | -17.5% | +20.2% | +8.8% |
| YTD | +19.4% | -5.3% | +24.7% | +19.7% |
| 1Y | -2.2% | -14.8% | +12.5% | +1.9% |
| 3Y | +106.0% | +18.8% | +87.2% | +83.1% |
| 5Y | +97.7% | +20.7% | +76.9% | +70.3% |
| All | +169.7% | +206.7% | -37.0% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling